Use Private Key with Putty

I use Putty to ssh to a remote machine.I used the gpg to create the public/private key.I backed up my private key which saved as an .asc file.

I tried to use the same file using PUTTY (ssh) but I see that putty requires a .ppk file and will not work with the private key that I generated with gpg.Is this a limitation or am I missing something here.